Pages that link to "Item:Q1621960"
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The following pages link to Nonparametric estimates for conditional quantiles of time series (Q1621960):
Displaying 14 items.
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Quantile smoothing in financial time series (Q1360288) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- On probabilistic properties of conditional medians and quantiles (Q2432782) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Conditional time-dependent nonparametric estimators with an application to healthcare production function (Q5034190) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- Time-Variant Nonparametric Extreme Quantile Estimation with Application to Us Temperature Data (Q5164144) (← links)
- A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
